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Dynamic factor model with infinite‐dimensional factor space : Forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - In: Journal of Applied Econometrics 33 (2018) 5, pp. 625-642
Persistent link: https://www.econbiz.de/10012082782
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Structural VARs and noninvertible macroeconomic models
Forni, Mario; Gambetti, Luca; Sala, Luca - In: Journal of Applied Econometrics 34 (2018) 2, pp. 221-246
Persistent link: https://www.econbiz.de/10012082813